0.18Open0.60Pre Close2 Volume121 Open Interest7.50Strike Price36.00Turnover95.54%IV25.29%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.2360Delta0.2116Gamma34.06Leverage Ratio-0.0101Theta0.0008Rho8.04Eff Leverage0.0047Vega